Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution

Recommendations

Extreme value theory for moving average processes
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Extreme value theory for moving average processes with light-tailed innovations
Extremes of moving averages of random variables with finite endpoint
scientific article; zbMATH DE number 4052784

Cites work

scientific article; zbMATH DE number 5242364 (Why is no real title available?)
Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
Extremal clustering in non-stationary random sequences
Extreme values of linear processes with heavy-tailed innovations and missing observations
Extreme values of the uniform order 1 autoregressive processes and missing observations
Extremes of Some Sub-Sampled Time Series
Extremes of Stationary Sequences with Failures
Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Functions of probability measures
Maxima of partial samples in Gaussian sequences
Maximum of a partial sample in the uniform AR(1) processes
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
On the extremes of randomly sub-sampled time series
On the max-semistable limit of maxima of stationary sequences with missing values

This page was built for publication: Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540871)